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Refereed Articles
Working Papers

  • The Effect of Credit Default Swaps on Financial Contracting. Co-authored with Anastasia Lashova and Andrea Gamba.

  • Dark Knights: The Rise in Firm Intervention by CDS Investors. Co-authored with Andrea Gamba.

  • 8. Hsu, Alex, Francisco Palomino, and Charles Qian. “Gone with the Vol: A Decline in Asset Return Predictability during the Great Moderation." Revise and resubmit, under revision, Management Science, 2019.

  • 9. Bretscher, Lorenzo, Alex Hsu, and Andrea Tamoni. “The Real Response to Uncertainty Shocks: the Risk Premium Channel.” Working Paper, 2019.

  • 10. Diercks, Anthony, Alex Hsu, and Andrea Tamoni. “When It Rains It Pours: Cascading Uncertainty Shocks.” Working Paper, 2019.

  • 11. Dittmar, Robert, Alex Hsu, Guillaume Roussellet, and Peter Simasek. “Default Risk and the Pricing of U.S. Sovereign Bonds." Working paper, 2019.

  • 12. Hsu, Alex. “Banking Structure and Monetary Policy Potency: Evidence from Firm-Level Investment.” Working Paper, 2018.

  • 13. Hsu, Alex. “Asset Pricing with Hand-to-Mouth Households: Joint Resolution of the Equity and Bond Risk Premium Puzzles.” Working Paper, 2017.
Published Papers